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DZ Bank Put 200 CGM 20.06.2025/  DE000DJ8TRE4  /

Frankfurt Zert./DZB
24/01/2025  21:42:43 Chg.-0.230 Bid21:59:16 Ask21:59:16 Underlying Strike price Expiration date Option type
3.600EUR -6.01% 3.590
Bid Size: 2,500		 3.650
Ask Size: 2,500		 CAPGEMINI SE INH. EO... 200.00 - 20/06/2025 Put
 

Master data

WKN: DJ8TRE
Issuer: DZ Bank AG
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Put
Strike price: 200.00 -
Maturity: 20/06/2025
Issue date: 24/01/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.59
Leverage: Yes

Calculated values

Fair value: 3.25
Intrinsic value: 3.25
Implied volatility: 0.38
Historic volatility: 0.23
Parity: 3.25
Time value: 0.40
Break-even: 163.50
Moneyness: 1.19
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 1.67%
Delta: -0.72
Theta: -0.03
Omega: -3.30
Rho: -0.63
 

Quote data

Open: 3.640
High: 3.670
Low: 3.510
Previous Close: 3.830
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.20%
1 Month
  -21.23%
3 Months  
+14.29%
YTD
  -20.18%
1 Year  
+51.26%
3 Years     -
5 Years     -
1W High / 1W Low: 4.020 3.600
1M High / 1M Low: 4.640 3.600
6M High / 6M Low: 5.020 1.810
High (YTD): 14/01/2025 4.640
Low (YTD): 24/01/2025 3.600
52W High: 27/11/2024 5.020
52W Low: 07/03/2024 1.620
Avg. price 1W:   3.860
Avg. volume 1W:   0.000
Avg. price 1M:   4.281
Avg. volume 1M:   0.000
Avg. price 6M:   3.433
Avg. volume 6M:   0.000
Avg. price 1Y:   2.784
Avg. volume 1Y:   0.000
Volatility 1M:   49.44%
Volatility 6M:   90.34%
Volatility 1Y:   87.60%
Volatility 3Y:   -